+1,703.5%
D vs KIM
+3,058.9%
-1,355.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -2.6% | -4.0% | +1.4% | -1.8% |
| 3M | 0.0% | +0.5% | -0.5% | -0.2% |
| 6M | +7.4% | +3.6% | +3.7% | +6.6% |
| YTD | +15.9% | +20.4% | -4.6% | +11.6% |
| 1Y | +18.1% | +9.7% | +8.4% | +15.9% |
| 3Y | +58.4% | +46.0% | +12.4% | +46.5% |
| 5Y | +5.2% | +34.4% | -29.2% | -2.1% |
| 10Y | +35.9% | +29.3% | +6.6% | +19.8% |
| All | +1,703.5% | +3,058.9% | -1,355.4% | +883.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling